Anic Equity

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Total return since start: 0.574 %

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Equity now: -----------------------------> 48071.14 Kr

Max Equity ever reached: ------------> 48629.89 Kr

Portfolio value: --------------------------> 46676.25 Kr

PnL: ---------------------------------------> -212.32 Kr

DD now: ---------------------------------> -1.149 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-01-17 09:27:53.234308'

Anic Portfolio

Today

Return: 0.077 %

This Week

Return: 1.131 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

Total

Return: 57.373 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
HEBA B	70	-0.840000	2887.500000	251.500000	9.540000	2636.000010
Beijer Electronics Group	26	0.330000	3166.800000	195.800000	6.590000	2971.000006
Boozt	12	3.970000	1761.600000	107.600000	6.510000	1653.999996
Corem Property Group B	59	-3.010000	666.110000	89.110000	15.440000	576.999999
Samhällsbyggnadsbo. i Norden B	20	-4.400000	438.600000	83.600000	23.550000	355.000000
HMS Networks	2	-0.220000	715.600000	42.600000	6.330000	673.000000
MedCap	2	1.360000	446.000000	25.000000	5.940000	421.000000
OEM International B	7	0.260000	550.200000	22.200000	4.200000	527.999997
Coor Service Management Hold.	8	0.660000	553.200000	21.200000	3.980000	532.000000
Intrum	4	0.260000	547.200000	20.200000	3.830000	527.000000
Fastighetsbolag. Emilshus Pref	21	0.000000	581.700000	19.700000	3.510000	562.000005
Midsona B	63	-1.240000	601.650000	18.650000	3.200000	582.999984
FM Mattsson Mora Group B	50	-0.840000	2945.000000	18.000000	0.610000	2927.000000
Karnov Group	9	0.000000	551.700000	15.700000	2.930000	536.000004
Essity A	4	0.000000	1164.000000	15.000000	1.310000	1149.000000
Samhällsbyggnadsbo. i Norden D	12	-3.470000	260.640000	14.640000	5.950000	246.000000
Norva24 Group	16	0.000000	553.920000	10.920000	2.010000	543.000000
Eastnine	4	-0.790000	501.600000	10.600000	2.160000	491.000000
AcadeMedia	12	0.550000	567.120000	10.120000	1.820000	557.000004
Resurs Holding	22	-0.710000	581.680000	7.680000	1.340000	573.999998
Essity B	2	-0.210000	581.600000	7.600000	1.320000	574.000000
Nordea Bank Abp	29	-0.220000	3460.860000	6.860000	0.200000	3453.999992
Creaspac SPAC	6	0.100000	579.000000	2.000000	0.350000	577.000002
Securitas B	6	-0.020000	570.000000	0.000000	0.000000	570.000000
Handelsbanken A	5	-1.460000	541.500000	-4.500000	-0.820000	546.000000
Swedbank A	3	-0.800000	559.350000	-4.650000	-0.820000	564.000000
CTEK	13	-3.500000	522.600000	-11.400000	-2.130000	533.999999
SAAB B	8	0.720000	3355.200000	-21.800000	-0.650000	3377.000000
Vivesto	1368	1.540000	558.420000	-54.580000	-8.900000	612.999432
International Petroleum Corp.	5	0.840000	539.500000	-55.070000	-9.260000	594.565215
Sampo Oyj SDB	7	0.000000	3794.000000	-56.000000	-1.450000	3850.000000
Axfood	13	1.020000	3616.600000	-139.400000	-3.710000	3756.000001
OX2	18	-0.480000	1495.800000	-168.200000	-10.110000	1663.999992
Ovzon	52	0.170000	3016.000000	-346.000000	-10.290000	3361.999992
Fasadgruppen Group	35	0.410000	3444.000000	-367.000000	-9.630000	3810.999990
TOTAL			46676.250000	-212.320000	-1.14898%	46888.564618

Updated:

'2023-01-17 09:28:05.753310'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.